RWO Options History — July 2013

Name: RWO Options Analytics - July 2013
Creator: Options Analysis Suite

In July 2013, RWO traded between $41.92 and $44.16. ATM implied volatility averaged 15.9%. The 30-day expected move averaged 4.6%. IV traded below realized volatility by 6.0% (HV 20d: 21.9%). Max pain ranged from $41.00 to $41.00. Net GEX was positive for 15 of 22 trading days. Term structure was in contango for 22 of 22 days. Put/call ratio averaged 0.53.

Notable Days

2013-07-01: Highest Volume — 13 contracts
2013-07-24: Largest IV spike — 21.7% change
2013-07-08: Largest Expected Move — 5.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$43.21	$41.92	$44.16	$41.92	$42.56
Max Pain	$41.00	$41.00	$41.00	$41.00	$41.00
ATM IV	15.9%	13.0%	19.4%	17.9%	15.3%
Expected Move	4.6%	3.7%	5.5%	5.1%	4.4%
HV 20d	21.9%	14.4%	27.5%	27.0%	14.8%
HV 60d	19.8%	19.3%	20.0%	19.7%	19.8%
Term Structure	1.6%	0.2%	2.7%	0.8%	1.6%
VWIV	16.7%	16.7%	16.7%	16.7%	16.7%
Skew 25d	4.8%	2.6%	6.8%	4.4%	6.4%
Skew 10d	11.1%	5.2%	17.6%	14.5%	5.2%
Call IV 25d	13.9%	10.7%	16.7%	16.4%	12.7%
Put IV 25d	18.7%	14.0%	22.3%	20.9%	19.1%
Bid-Ask Spread %	58.04	42.29	112.08	43.95	44.90
Gamma HHI	0.37	0.24	0.67	0.35	0.36
Net GEX	2.0K	-26.0K	15.6K	15.6K	5.4K
Net DEX	-117.7K	-200.5K	-46.4K	-77.9K	-46.4K
Net VEX	-335	-444	-261	-444	-289
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.53	0.00	2.50	0.18	0.00
Total Volume	1.636	0	13	13	5
Total OI	114.091	90	132	132	93

Daily Data (22 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2013-07-01	$41.92	$41.00	17.9%	5.1%	27.0%	0.0%	16.7%	4.4%	0.8%	15.6K	-77.9K	-444	0.18	43.95	N/A	N/A	11	2	109	23
2013-07-02	$42.47	$41.00	17.4%	5.0%	27.5%	0.0%	0.0%	6.5%	0.4%	9.0K	-86.6K	-403	0.00	100.52	N/A	N/A	2	0	98	25
2013-07-03	$42.27	$41.00	18.0%	5.2%	27.0%	0.0%	0.0%	6.1%	0.9%	10.7K	-81.0K	-403	0.00	48.24	N/A	N/A	0	0	100	25
2013-07-05	$42.36	$41.00	19.4%	5.5%	26.6%	0.0%	0.0%	6.1%	0.7%	10.8K	-83.0K	-384	0.00	56.31	N/A	N/A	0	0	100	25
2013-07-08	$42.25	$41.00	19.4%	5.5%	26.5%	0.0%	0.0%	5.5%	0.2%	11.1K	-80.9K	-358	0.00	57.76	N/A	N/A	0	0	100	25
2013-07-09	$42.74	$41.00	16.5%	4.8%	26.8%	0.0%	0.0%	5.2%	1.4%	7.5K	-112.2K	-349	0.00	52.06	N/A	N/A	0	0	100	25
2013-07-10	$42.58	$41.00	16.1%	4.9%	25.7%	0.0%	0.0%	4.8%	1.0%	9.2K	-105.2K	-342	0.00	60.79	N/A	N/A	0	0	100	25
2013-07-11	$43.87	$41.00	16.0%	4.6%	27.3%	0.0%	0.0%	4.5%	1.6%	-305	-177.0K	-330	0.00	55.94	N/A	N/A	2	0	100	25
2013-07-12	$43.49	$41.00	17.2%	4.9%	25.8%	0.0%	0.0%	4.9%	1.0%	-447	-159.9K	-342	1.00	83.95	N/A	N/A	1	1	102	25
2013-07-15	$43.71	$41.00	15.6%	4.5%	25.8%	0.0%	0.0%	4.4%	2.0%	-3.4K	-171.8K	-315	0.00	54.38	N/A	N/A	5	0	102	25
2013-07-16	$43.65	$41.00	16.6%	4.8%	25.8%	0.0%	0.0%	4.3%	1.3%	-2.9K	-179.9K	-382	0.00	43.68	N/A	N/A	0	0	107	25
2013-07-17	$43.74	$41.00	15.9%	4.6%	25.7%	0.0%	0.0%	3.6%	1.7%	-5.5K	-184.1K	-368	0.00	55.50	N/A	N/A	0	0	107	25
2013-07-18	$43.99	$41.00	14.8%	4.3%	23.7%	0.0%	0.0%	4.0%	2.3%	-16.4K	-200.2K	-354	0.00	73.71	N/A	N/A	0	0	107	25
2013-07-19	$44.00	$41.00	14.3%	4.1%	16.7%	0.0%	0.0%	3.5%	2.6%	-26.0K	-200.5K	-335	0.00	47.53	N/A	N/A	0	0	107	25
2013-07-22	$44.16	$41.00	13.0%	3.7%	16.3%	0.0%	0.0%	2.8%	2.4%	2.3K	-112.7K	-276	0.00	53.25	N/A	N/A	0	0	79	11
2013-07-23	$44.13	$41.00	13.0%	3.7%	15.4%	0.0%	0.0%	2.6%	2.2%	2.5K	-111.7K	-288	0.00	48.29	N/A	N/A	0	0	79	11
2013-07-24	$43.49	$41.00	15.8%	4.5%	16.3%	0.0%	0.0%	5.8%	1.4%	3.4K	-88.0K	-295	0.00	52.10	N/A	N/A	0	0	79	11
2013-07-25	$43.60	$41.00	13.6%	3.9%	16.0%	0.0%	0.0%	6.8%	2.2%	2.6K	-89.7K	-291	0.00	47.34	N/A	N/A	0	0	79	11
2013-07-26	$43.57	$41.00	13.2%	3.8%	14.4%	0.0%	0.0%	5.5%	2.7%	2.1K	-89.3K	-282	0.00	42.31	N/A	N/A	0	0	79	11
2013-07-29	$43.17	$41.00	15.5%	4.4%	14.9%	0.0%	0.0%	3.7%	2.2%	3.3K	-79.1K	-268	0.00	42.29	N/A	N/A	0	0	79	11
2013-07-30	$42.99	$41.00	15.4%	4.4%	15.0%	0.0%	0.0%	5.1%	1.7%	3.8K	-73.0K	-261	2.50	112.08	N/A	N/A	2	5	79	11
2013-07-31	$42.56	$41.00	15.3%	4.4%	14.8%	0.0%	0.0%	6.4%	1.6%	5.4K	-46.4K	-289	0.00	44.90	N/A	N/A	5	0	77	16